Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 35.576744 38.368077 41.427954 45.061437 49.299471 54.139553 60.165186
2025-10-12 32.136023 35.901486 40.309927 45.959767 53.179430 62.362099 75.420765
2025-10-19 29.985715 34.274101 39.519380 46.611482 56.314452 69.778047 91.345564
2025-10-26 28.271357 32.865368 38.672672 46.860714 58.709455 76.453131 108.320858
2025-11-02 26.585080 31.280308 37.358812 46.201244 59.565520 80.866356 123.220211
2025-11-09 25.019151 29.700887 35.870539 45.061622 59.434813 83.544688 135.987868
2025-11-16 23.731053 28.385453 34.613086 44.084932 59.355595 86.214577 150.092806
2025-11-23 22.738716 27.395397 33.717887 43.530898 59.841489 89.976690 169.155700
2025-11-30 22.260344 27.066992 33.717046 44.316281 62.672275 99.020815 210.504314
2025-12-07 21.496801 26.293724 33.011751 43.908545 63.311971 103.667749 243.485850
2025-12-14 20.565152 25.237338 31.825542 42.618331 62.146854 103.963087 260.615014
2025-12-21 19.839021 24.439349 30.977891 41.814494 61.798459 106.132102 290.016982
2025-12-28 19.763720 24.591594 31.598927 43.580776 66.866939 124.129344 461.968657
2026-01-04 19.457314 24.393854 31.674183 44.428932 70.288591 139.819887 759.179483
2026-01-11 19.121221 24.131349 31.624892 45.042531 73.332703 156.430067 1515.549214
2026-01-18 18.729905 23.765322 31.384288 45.277084 75.570292 172.048691 4719.197427
2026-01-25 18.193526 23.157329 30.718910 44.656329 75.669777 179.647647 46693.080248
2026-02-01 17.602456 22.444821 29.849769 43.582655 74.501444 181.385870 NaN
2026-02-08 17.076367 21.813790 29.086945 42.661515 73.600472 184.117333 NaN
2026-02-15 16.657399 21.332397 28.549162 42.138592 73.651243 191.713407 NaN
2026-02-22 16.498745 21.243353 28.654104 42.879786 77.153155 220.786429 NaN
2026-03-01 16.145445 20.840271 28.213357 42.495063 77.539818 233.076307 NaN
2026-03-08 15.662108 20.221554 27.386045 41.276634 75.426680 227.921607 NaN